Location London
Job-type Permanent
Salary £Competitive Salary + Bonus
Reference 15527

We are currently seeking a Quantitative Research Analyst to join a hugely successful investment management group. The team is seeking an experienced professional to contribute to advanced model generation applying advanced mathematical models and analysis for the range of strategies currently managed by the team. The team is made up of fundamental managers who blend thematic and fundamental inputs with detailed quantitative processes, in respect to risk management, portfolio construction and alpha sourcing.

This is a dynamic role in a high growth sector of the market evolving around environmental themed investing globally across long only and long-short investing. The team currently manages around $5bn with new products in the pipeline that will require additional quantitative research and development.

Responsibilities:

  • Developing new models involving advanced time series analysis, optimizations and statistical output, including working in Python. Optimizing existing models in terms of performance and usability

  • Adding new features to existing quantitative platform and improve the current models

  • Turning quant code into high-quality software components with well-defined interfaces and appropriate testing

  • Exploring the relationship - using advanced mathematical modelling - between security prices and various indicators

  • Helping to research aspects of market structure within equities and cross asset

  • Monitor portfolio characteristics and help to structure inputs to various portfolios

  • Applying machine learning ideas and statistical models to different datasets to enhance alpha signals

Requirements:

  • Strong mathematical background including a relevant bachelor's degree in mathematics, statistics, computer science or physics

  • A post-graduate degree (Masters or PhD) in a quantitative subject is preferable

  • Strong skills in advanced time series analysis using a range of mathematical approaches

  • Previous finance experience is strongly preferable with knowledge of financial markets and structure highly advantageous

If you could be interested in joining a hugely successful team in a hugely impactful position please apply below today.